Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.562 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 47710.69 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46315.73 Kr¶

PnL: ---------------------------------------> -572.84 Kr¶

DD now: ---------------------------------> -1.89 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-24 13:51:36.300006'

Anic Portfolio¶

Today¶

Return: -0.569 %¶

This Week¶

Return: -0.422 %¶

Total¶

Return: 56.193 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 -1.620000 3156.400000 185.400000 6.240000 2971.000006
HEBA B 70 -2.340000 2772.000000 136.000000 5.160000 2636.000010
Corem Property Group B 59 -1.300000 624.810000 47.810000 8.290000 576.999999
MedCap 2 0.000000 465.000000 44.000000 10.450000 421.000000
AcadeMedia 12 -0.720000 598.080000 41.080000 7.380000 557.000004
HMS Networks 2 -0.670000 712.400000 39.400000 5.850000 673.000000
Resurs Holding 22 0.870000 608.960000 34.960000 6.090000 573.999998
Samhällsbyggnadsbo. i Norden B 20 -1.810000 389.800000 34.800000 9.800000 355.000000
Boozt 12 -0.210000 1684.800000 30.800000 1.860000 1653.999996
FM Mattsson Mora Group B 50 -0.170000 2955.000000 28.000000 0.960000 2927.000000
Norva24 Group 16 -0.340000 562.880000 19.880000 3.660000 543.000000
Intrum 4 -0.370000 544.400000 17.400000 3.300000 527.000000
Swedbank A 3 2.140000 580.650000 16.650000 2.950000 564.000000
Fastighetsbolag. Emilshus Pref 21 0.180000 577.500000 15.500000 2.760000 562.000005
Securitas B 6 0.680000 583.920000 13.920000 2.440000 570.000000
OEM International B 7 -0.510000 541.800000 13.800000 2.610000 527.999997
Eastnine 4 -0.940000 504.000000 13.000000 2.650000 491.000000
Coor Service Management Hold. 8 -0.730000 542.800000 10.800000 2.030000 532.000000
Nordea Bank Abp 29 0.570000 3463.760000 9.760000 0.280000 3453.999992
Karnov Group 9 0.170000 542.700000 6.700000 1.250000 536.000004
SAAB B 8 -0.610000 3382.400000 5.400000 0.160000 3377.000000
Samhällsbyggnadsbo. i Norden D 12 0.100000 249.120000 3.120000 1.270000 246.000000
Handelsbanken A 5 0.270000 547.500000 1.500000 0.270000 546.000000
Creaspac SPAC 6 -0.100000 576.000000 -1.000000 -0.170000 577.000002
CTEK 13 -1.410000 529.100000 -4.900000 -0.920000 533.999999
Midsona B 63 -0.330000 567.630000 -15.370000 -2.640000 582.999984
Essity B 2 -1.310000 555.800000 -18.200000 -3.170000 574.000000
International Petroleum Corp. 5 -2.000000 563.500000 -31.070000 -5.230000 594.565215
Essity A 4 -1.590000 1114.000000 -35.000000 -3.050000 1149.000000
Sampo Oyj SDB 7 -1.090000 3801.000000 -49.000000 -1.270000 3850.000000
Vivesto 1368 -2.530000 537.620000 -75.380000 -12.300000 612.999432
Axfood 13 -0.820000 3630.900000 -125.100000 -3.330000 3756.000001
OX2 18 -1.060000 1424.700000 -239.300000 -14.380000 1663.999992
Fasadgruppen Group 35 2.100000 3570.000000 -241.000000 -6.320000 3810.999990
Ovzon 52 -1.960000 2854.800000 -507.200000 -15.090000 3361.999992
TOTAL 46315.730000 -572.840000 -1.8902% 46888.564618

Updated:¶

'2023-01-24 13:51:49.075214'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶